[Quantlib-users] Seeking help on Swaption model inputs

[Christofer B. <bog...@gm...>]

Hi,

I have raised this question elsewhere, however failed to generate any
feedback, so hoping experts here may provide some good insights.

I was looking at the input parameters of the class -
Gaussian1dSwaptionEngine, as in
https://rkapl123.github.io/QLAnnotatedSource/d2/db3/class_quant_lib_1_1_gaussian1d_swaption_engine.html

In this definition, there are few parameters -

integrationPoints
stddevs
extrapolatePayoff
flatPayoffExtrapolation
probabilities

Can you please help me to understand the meaning of these parameters?
Any link to the technical specification of this implementation will be
highly helpful.

Thanks for your help and time.